46 Chapter2 Probability
the assumption that the eight possible outcomes are all equiprobable yields P(A) =
1, P(B) =}, PO) = 3, P(ANB) = and P(BNC) =f.
(a) Since P(A): P(B) = }- P(ANB), events A and B are independent.
(b) Since P(B)- P(C) = i # P(BNC), events B and C are not inde-
pendent. .
In connection with Definition 2.2, it can be shown that if A and B are
independent, then so are A and B’, A’ and B, and A’ and B’. For instance,
‘Turoreo 2.11. If A and B are independent, then A and B’ are also indepen-
dent.
Proof, Since A = (ANB) U (AN B’), as the reader was asked to show in part
(a) of Exercise 2.4, AN B and A B’ are mutually exclusive, and A and B are
independent by assumption, we have
P(A) = P[(ANB)U(ANB’))
= P(ANB) + P(ANB’)
= P(A): P(B) + PAN’)
It follows that
P(ANB') = P(A) — P(A) - P(B)
= P(A)- [1 — P(B)]
= P(A): P(B')
and hence that A and B’ are independent. a
In Exercises 2.22 and 2.23 the reader will be asked to show that if A and B are-
independent, then A’ and B are independent and so are A’ and B’, and if A and B
are dependent, then A and 8’ are dependent.
To extend the concept of independence to more than two events, let us make
the following definition.
Derintrion 2.3. Events 41, Az, ..., and Ay are independent if and only if the
probability of the intersection of any 2,3, ..., or k of these events equals the
product of their respective probabilities.
For three events A, B, and C, for example, independence requires that
P(AN B) = P(A) - P(B)
P(ANC) = P(A): P(C)
P(BC) = PCB): PC)
and
P(AN BOC) = P(A). P(B): P(C)